+7,205.4%
AJG vs CNI
+6,516.9%
+688.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -8.3% | -0.4% | -7.9% | -8.2% |
| 30D | -5.7% | -2.7% | -3.0% | -4.9% |
| 3M | +9.1% | +3.9% | +5.2% | +7.7% |
| 6M | +15.2% | +16.4% | -1.1% | +9.5% |
| YTD | -6.3% | +25.8% | -32.1% | -13.3% |
| 1Y | -19.1% | +32.4% | -51.5% | -26.5% |
| 3Y | +8.2% | +19.1% | -10.8% | +0.4% |
| 5Y | +75.6% | +13.6% | +62.1% | +64.6% |
| 10Y | +471.1% | +136.8% | +334.3% | +327.5% |
| All | +7,205.4% | +6,516.9% | +688.5% | +2,469.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling